Risk measures and financial innovation with backward stochastic difference/differential equations

Risk measures and financial innovation with backward stochastic difference/differential equations

Bibliographic Details
Main Author: Antar, Ezequiel
Published: University of Cambridge 2014
Subjects:
510
Online Access:https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.708320
id ndltd-bl.uk-oai-ethos.bl.uk-708320
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spelling ndltd-bl.uk-oai-ethos.bl.uk-7083202019-03-05T15:50:44ZRisk measures and financial innovation with backward stochastic difference/differential equationsAntar, Ezequiel2014510University of Cambridgehttps://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.708320Electronic Thesis or Dissertation
collection NDLTD
sources NDLTD
topic 510
spellingShingle 510
Antar, Ezequiel
Risk measures and financial innovation with backward stochastic difference/differential equations
author Antar, Ezequiel
author_facet Antar, Ezequiel
author_sort Antar, Ezequiel
title Risk measures and financial innovation with backward stochastic difference/differential equations
title_short Risk measures and financial innovation with backward stochastic difference/differential equations
title_full Risk measures and financial innovation with backward stochastic difference/differential equations
title_fullStr Risk measures and financial innovation with backward stochastic difference/differential equations
title_full_unstemmed Risk measures and financial innovation with backward stochastic difference/differential equations
title_sort risk measures and financial innovation with backward stochastic difference/differential equations
publisher University of Cambridge
publishDate 2014
url https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.708320
work_keys_str_mv AT antarezequiel riskmeasuresandfinancialinnovationwithbackwardstochasticdifferencedifferentialequations
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